Access Statistics for Zhipeng Liao

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymptotic Efficiency of Semiparametric Two-step GMM	0	0	1	33	0	0	2	99
Asymptotic efficiency of semiparametric two-step GMM	0	0	0	43	0	0	0	76
Automated Estimation of Vector Error Correction Models	0	1	3	289	0	1	10	249
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments	0	0	2	71	1	1	6	162
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version	0	0	0	6	0	0	4	60
Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications	0	0	0	111	0	0	2	184
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities	0	0	0	43	1	1	2	104
Shrinkage estimation of high-dimensional factor models with structural instabilities	0	0	0	26	0	0	2	98
Sieve Inference on Semi-nonparametric Time Series Models	0	1	2	39	0	1	3	108
Sieve Semiparametric Two-Step GMM under Weak Dependence	0	0	0	13	0	0	1	51
Sieve inference on semi-nonparametric time series models	0	0	0	13	0	0	1	52
Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version	0	0	0	12	0	0	0	55
Total Working Papers	0	2	8	699	2	4	33	1,298

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION	0	0	2	19	0	0	6	76
AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS	0	1	1	19	0	1	4	88
Asymptotic Efficiency of Semiparametric Two-step GMM	0	0	0	4	0	1	9	97
Select the valid and relevant moments: An information-based LASSO for GMM with many moments	0	0	8	52	0	0	15	206
Sieve M inference on irregular parameters	0	0	0	14	0	2	3	107
Sieve inference on possibly misspecified semi-nonparametric time series models	3	4	6	28	6	8	18	131
Sieve semiparametric two-step GMM under weak dependence	0	2	6	14	2	5	16	90
Total Journal Articles	3	7	23	150	8	17	71	795

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Statistics updated 2022-11-05